Discounted dynamic optimization and Bregman divergence

Gerhard Sorger

Journal of Mathematical Economics, 2024, vol. 110, issue C

Abstract: We define the concept of Bregman continuity and show that a function is an optimal policy function of a discounted dynamic optimization problem if and only if it is Bregman continuous.

Keywords: Dynamic optimization; Bregman divergence; Discounting; Convexity; Rationalizability (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001283

DOI: 10.1016/j.jmateco.2023.102935

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